On 2026-07-27, EUR/USD closed at 1.1395, up 0.16% on the day. It trades at 10.0% of its 52-week range. Its RSI(14) of 42.81 is in the 28th percentile of its history since 2003, and its 20-day return of +0.08% in the 52nd percentile. Leveraged-money positioning is net -7.1% of open interest, in the 5th percentile of its own two-year range. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.14168 / 1.15001 / 1.16346, with price -0.19% / -0.91% / -2.06% against them. Its 52-week range is 1.13254–1.20236; it closed 5.23% below the high and 0.61% above the low. Its 20-day volatility is 0.243% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00543 (54.3 pips), 0.48% of price. It has returned -0.29% over 5 days and -2.83% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.13950 +0.160% · 20d vol 0.243% daily (4th pct, since 2003 (5844 obs))
price & change (as of 2026-07-27, prior 2026-07-24)
close 1.13950
change +0.00182 (+0.160%, +18.2 pips)
gap +0.00210 (+21.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-27)
range 0.00481 (48.1 pips)
close pos 52.0% of range
moving averages (as of 2026-07-27)
20d MA 1.14168 price below by -0.19%
50d MA 1.15001 price below by -0.91%
200d MA 1.16346 price below by -2.06%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-27)
20d stdev 0.243% daily ≈ 3.9% annualized (×√252) (4th pct of own history, since 2003 (5844 obs))
vs easing-2024 avg 0.57× (0.243% vs 0.430% era avg)
ATR (as of 2026-07-27)
ATR(14) 0.00543 (54.3 pips)
ATR% 0.48% (4th pct of own history, since 2003 (5850 obs))
range/ATR 88.6%
52-week range (as of 2026-07-27)
high 1.20236 (-5.23% from high)
low 1.13254 (+0.61% from low)
momentum (as of 2026-07-27)
RSI(14) 42.81 (28th pct of own history, since 2003 (5850 obs))
returns (as of 2026-07-27)
5d return -0.29%
20d return +0.08%
60d return -2.83%
volatility by rate-era
pre-crisis 1.0543% (from 2003-12-01)
ZIRP-2009 0.6640%
tightening-2015 0.4886%
ZIRP-2019 0.3870%
tightening-2022 0.5496%
easing-2024 0.4297%
positioning (as of 2026-07-21)
next COT as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
net -56,671 contracts (net short EUR)
net % OI -7.1%
net%OI range -7.8% … +6.5% (own 134w)
w/w change -2,980
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (45 days)
USD (EFFR) 3.63% (as of 2026-07-24, daily effective)
next Fed 2026-07-29 (2 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.69% (as of 2026-07-24)
EU (euro-area AAA 10Y) 3.21% (as of 2026-07-24)
spread +1.48%
2Y yield spread (US–EU)
US (DGS2) 4.33% (as of 2026-07-24)
EU (euro-area AAA 2Y) 2.77% (as of 2026-07-24)
spread +1.56%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-27)
vs DXY -0.80
vs S&P 500 +0.47
vs DXY beta -0.74 (26w)